Journal
PHYSICAL REVIEW E
Volume 73, Issue 2, Pages -Publisher
AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.73.026108
Keywords
-
Categories
Ask authors/readers for more resources
Some exact solutions to the forward Chapman-Kolmogorov equation are derived for processes driven by both Gaussian and compound Poisson (shot) noise. The combined action of these two forms of white noise is analyzed in transient and equilibrium conditions for different jump distributions and additive Gaussian noise. Steady-state distributions with power-law tails are obtained for exponentially distributed jumps and multiplicative linear Gaussian noise. Two applications are discussed: namely, the virtual waiting-time or Takacs process including Gaussian oscillations and a simplified model of soil moisture dynamics, in which rainfall is modeled as a compound Poisson process and fluctuations in potential evapotranspiration are Gaussian.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available